+54.4%
PYPL vs USFD
+359.9%
-305.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +5.7% | +10.2% | -4.5% | +2.8% |
| 3M | -1.9% | -1.5% | -0.4% | -1.7% |
| 6M | +31.8% | +27.3% | +4.5% | +22.5% |
| YTD | +2.4% | +44.0% | -41.5% | -9.4% |
| 1Y | -8.2% | +50.4% | -58.6% | -20.0% |
| 3Y | +10.2% | +153.6% | -143.4% | -17.0% |
| 5Y | -71.2% | +219.0% | -290.2% | -79.7% |
| All | +54.4% | +359.9% | -305.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling